Forecasting crashes trading volume, past returns and conditional skewness in stock prices
| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | Book |
| Language: | Inglés |
| Published: |
Cambridge, MA :
National Bureau of Economic Research
2000.
|
| Series: | NBER Working Paper Series ;
7687 |
| Subjects: | |
| See on Universidad de Deusto: | https://oceano.biblioteca.deusto.es/primo-explore/search?query=any,contains,991001185079703351&tab=default_tab&search_scope=deusto_alma&vid=deusto |
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| Physical Description: | 47 p. ; 22 cm |
|---|---|
| Bibliography: | Bibliogr.: p. 33-36 |
